Certified GKH Gardening Expert
It sounds like you have a fungus. The leaves dry out and then are more susceptible to tearing by the wind, giving them a shredded look.
Fungus in squash normally results from poor air circulation and moisture. Are you watering from above or below? If from above, try starting to water from below with a soaker hose.
The plants may be too close together as well. This can stop the air flow. In the future, give the plants a bit more space.
Regardless, treat the plants with a fungicide. I personally like neem oil. It is both a fungicide and pesticide and is organic and is safe for beneficial bugs. Plus, as a bonus with squash, it is the ONLY effective squash borer treatment I have ever seen.